Make sound for New Mail Notification in Outlook

[Autobahn]

I am running a Windows 8.1 laptop and have the latest Outlook, but is it possible to hear a sound when a new email arrives in my inbox?

I did click on 'Sound' in the 'Control panel' and came across 'New Mail Notification' under 'Sounds', but it doesn't seem to do anything.

Thanks

 

[Autobahn]

Anyone?